Skip to Content
Symphonies
3-15-25 Compilation | Gobi
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily risk-on/risk-off rotation that rides tech uptrends with leveraged ETFs, then shifts to shorts, bonds, cash, or VIX hedges when markets overheat or break. A KMLM trend filter helps decide when to diversify away from stocks.
NutHow it works
Daily it checks: trend (price vs recent average), overheat/cooldown (RSI = a meter of how stretched recent moves are), and which area leads. When big tech (QQQ; 3x TQQQ / TECL / SOXL) trends and isn’t overheated, it leans in. If overheated or breaking, it cuts risk: short QQQ (PSQ / SQQQ), move to T‑bills or bonds (SHV / BIL / BSV / TLT / BND), or hedge with volatility (VIXY / UVXY). A 20‑day trend in managed‑futures (KMLM) flips it between equity beta and diversifiers. Smaller sleeves trade Treasury trends (TMF / TMV) and emerging markets (EDC / EDZ).
CheckmarkValue prop
Regime-driven, multi-sleeve strategy rotating tech beta, bonds, cash, and hedges to diversify beyond the S&P. Out-of-sample: ~15.5% annualized return, Calmar 0.80, Sharpe 0.59, with built-in hedges (VIX, managed futures) for regime shifts.

Loading backtest data...

Invest in this strategy
OOS Start Date
Mar 15, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, multi-asset momentum, trend-following, rsi-based, leveraged etfs, volatility hedge, managed futures, risk-on/risk-off
Tickers in this symphonyThis symphony trades 39 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
EDC
Direxion Daily MSCI Emerging Markets Bull 3X ETF
Stocks
EDZ
Direxion Daily MSCI Emerging Markets Bear 3X ETF
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
GDX
VanEck Gold Miners ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks

FAQ

A Composer symphony is an automated trading strategy that executes trades based on parameters of your choice. Some symphonies are similar to holding one ETF in normal conditions and rotating to a different ETF when market conditions shift, for example a 5% drop in the S&P 500, while others use complex rules with dozens of triggers. However, complex doesn’t always mean better. A simple, well-structured symphony can be just as effective as an intricate one. Learn more about how symphonies work here.

"3-15-25 Compilation | Gobi" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"3-15-25 Compilation | Gobi" is currently allocated toGDX, BTAL, SHV, EDC, GLD, SQQQ, BNDandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "3-15-25 Compilation | Gobi" has returned 21.05%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "3-15-25 Compilation | Gobi" is 19.38%. The maximum drawdown measures the largest peak-to-trough decline. It's an important metric to evaluate risk and the strategy's behavior during market stress.

To invest in "3-15-25 Compilation | Gobi", simply click the Invest button on this page. You'll need to open an account with Composer if you don't have one yet, then you can start investing. Composer will automatically execute the trades for you based on the strategy's rules. Composer also supports trading individual stocks, ETFs, and options.